Senior Manager - Johannesburg, South Africa - EY

Verified Company

Johannesburg, South Africa

1 week ago

Posted by:

Thabo Mthembu

beBee Recruiter

Description

Senior Manager:
Credit Risk, AI and Advanced Analytics

The opportunity
We are currently recruiting for a senior manager within our FS Risk team. The role will straddle the credit risk, artificial intelligence (AI) and advanced analytics competencies.

This includes credit risk modelling, credit risk model validation and the development of advanced analytical solutions for credit decisioning, pricing, fraud and financial crime detection, amongst other use cases.

The practice focusses on financial services across banking, insurance, and corporate treasuries. Our services cover statutory, regulatory, AI & machine learning (ML) and other quantitative areas.

Your key responsibilities
The successful applicant will help develop and lead a team which can offer our clients advice and hands on assistance with issues such as:

Building predictive models, ML algorithms and advanced analytics solutions for clients
Shaping solutions tailored to the needs of our clients, maximizing programming languages (e.g., R, Python), tech platforms, and disruptive AI and advanced analytics methodologies (e.g. Classification, Anomaly Detection, Natural Language Processing, etc )
Designing and reviewing risk governance operating models including a focus on the trustworthy use of AI and ML models
Designing and reviewing credit risk decisioning and pricing models
Designing metrics that support business decisions and facilitate the efficient allocation of risk capital and management of exposure
Creating visualisations of data and generating indepth insights
Developing thought leadership material on relevant industry topics

Client responsibilities

Participate in and as required, lead FS Risk client engagements
Develop longterm, sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiatives
Develop client solutions based on a deep understanding and knowledge of clients' business needs
Develop informed views for clients on the implications of current and anticipated industry issues
:
Generate new business sales through proactively managing key accounts, identifying new client opportunities, and playing a significant role in developing and driving sales campaigns/solutions

People responsibilities

Live the EY values
Act as a thought leader in the field of credit risk, AI and Advanced Analytics
Lead engagement teams and accounts
Develop people through effectively supervising, coaching and mentoring all junior levels of staff
Provide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunities
Conduct performance reviews and contribute to performance feedback for junior levels of staff
Contribute to people initiatives including recruiting, retaining and training FS Risk professionals
Maintain an educational program to continually develop your own personal skills

Qualifications and experience required

Relevant Masters (MComm / MSc /MPhil) or Honours degree in quantitative field like computer science, engineering, actuarial, statistics, mathematics, or related field
Professional qualification (CFA / FRM / PRM/FIA / FASSA) a plus
Advanced knowledge of statistical and machine learning techniques (e.g. regression, decision trees, clustering, neural networks, etc.)
Proven experience in working with large datasets and relational databases (SQL)
Experience in data extraction, transformation, cleaning, and validation
A minimum of 8 years relevant working experience

Other skills and attributes for success

Strong analytical skills and statistical aptitude in a modelling environment
Experience in RDBMS systems (e.g. MySQL), Cloud (e.g. AWS, Azure) and big data technologies (e.g. Spark, NoSQL) is preferable
Proficient in MS Office
Knowledge of SAS programming is preferable
Experience in the development, review and validation of credit risk models (PD, LGD, EAD, ECL) under IFRS 9 and Basel internal ratingbased models is a plus
Innovative, creative thinking and problemsolving skills
Robust project management skills
Solid presentation skills and confidence to be clientfacing
Effective time management
Strong writing skills
Initiative and enthusiasm
People skills
Ability to work under pressure Flexibility to accept change and adapt

What working at EY offers

Work for a globally integrated firm of actuarial and quantitative professionals across more than 150 countries, enabling optimised and consistent views across the globe.
Work with and have access to industry experts, whilst gaining exposure across multiple engagements and clients in the financial services sector.
Develop both your technical expertise and other skills such as project and stakeholder management.
Further your continuous professional development through our inhouse learning platforms as well as our external learning FS